Multiple Linear Regression - Estimated Regression Equation
E3[t] = + 11.1757460102206 + 0.0933465395130204I1[t] -0.214258649425862I2[t] -0.0325037065429095I3[t] + 0.48490362439982E1[t] + 0.183317170772734E2[t] + 0.00644604034031199A[t] -0.74507856106951M1[t] -1.10306484304699M2[t] -1.36210269196833M3[t] -1.61391375859311M4[t] -0.849665634456002M5[t] -1.80668249187344M6[t] -0.697765856712318M7[t] -2.30617763808316M8[t] -3.09883747951009M9[t] -1.09821650493056M10[t] -0.342077502478023M11[t] + e[t]


Multiple Linear Regression - Ordinary Least Squares
VariableParameterS.D.T-STAT
H0: parameter = 0
2-tail p-value1-tail p-value
(Intercept)11.17574601022062.8186113.9650.0001155.8e-05
I10.09334653951302040.1124470.83010.4078340.203917
I2-0.2142586494258620.093031-2.30310.0227060.011353
I3-0.03250370654290950.07275-0.44680.6557020.327851
E10.484903624399820.0970894.99442e-061e-06
E20.1833171707727340.0789182.32290.0215860.010793
A0.006446040340311990.1170250.05510.9561490.478075
M1-0.745078561069511.289154-0.5780.5641940.282097
M2-1.103064843046991.279738-0.86190.390150.195075
M3-1.362102691968331.29205-1.05420.2935490.146774
M4-1.613913758593111.285242-1.25570.2112480.105624
M5-0.8496656344560021.281527-0.6630.5083840.254192
M6-1.806682491873441.293269-1.3970.1645660.082283
M7-0.6977658567123181.317342-0.52970.5971510.298576
M8-2.306177638083161.301698-1.77170.0785650.039282
M9-3.098837479510091.299025-2.38550.0183560.009178
M10-1.098216504930561.313657-0.8360.404540.20227
M11-0.3420775024780231.379769-0.24790.8045470.402273


Multiple Linear Regression - Regression Statistics
Multiple R0.517974442513802
R-squared0.268297523097484
Adjusted R-squared0.181915980685381
F-TEST (value)3.1059589306418
F-TEST (DF numerator)17
F-TEST (DF denominator)144
p-value0.000112094385960715
Multiple Linear Regression - Residual Statistics
Residual Standard Deviation3.29194473072685
Sum Squared Residuals1560.51361586308


Multiple Linear Regression - Actuals, Interpolation, and Residuals
Time or IndexActualsInterpolation
Forecast
Residuals
Prediction Error
12321.97062742683911.02937257316091
22022.80378101857-2.80378101857003
32020.9375115648831-0.937511564883073
42120.72052143768370.279478562316287
52423.86044184664080.139558153359162
62224.4082704468556-2.40827044685555
72326.1253436641607-3.1253436641607
82024.8789582559732-4.87895825597318
92520.51593683393214.48406316606786
102322.72623968862830.273760311371669
112724.27100869121882.72899130878122
122724.75622262922492.24377737077511
132224.6484597767362-2.64845977673624
142423.38736999768190.612630002318098
152523.77583019162591.22416980837414
162222.3928668685623-0.392866868562341
172825.22943173909792.7705682609021
182823.29558175456574.70441824543428
192723.57951013236563.42048986763442
202524.0407280612350.959271938765037
211617.5056721401812-1.50567214018122
222824.28877803588383.71122196411621
232122.5110758381229-1.51107583812291
242426.1915073908412-2.19150739084118
252725.51641612080821.48358387919183
261422.2897536786517-8.28975367865174
271422.0307158297304-8.0307158297304
282720.43496414036716.56503585963287
292017.22226525480692.7777347451931
302122.8373300646415-1.83733006464146
312223.3538788165939-1.35387881659387
322121.3279429998876-0.327942999887616
331218.7550239828073-6.75502398280733
342020.3860938310731-0.386093831073077
352423.65880396545010.341196034549888
361923.748794831423-4.74879483142303
372825.07377221335022.92622778664975
382323.3521298281659-0.352129828165884
392724.38398170985572.61601829014432
402222.6210076106532-0.621007610653247
412723.95012525276893.04987474723109
422621.93405198198494.06594801801514
432222.2204538848763-0.220453884876313
442120.75033520141560.249664798584396
451918.81582870387250.184171296127495
462421.71500865333952.28499134666054
471922.4568385152378-3.45683851523784
482624.20716126668741.7928387333126
492223.4411397760864-1.44113977608639
502822.11722697305665.88277302694342
512120.98883128889330.0111687111067208
522322.08521020969240.914789790307647
532824.49553920363543.50446079636455
541022.2923681963628-12.2923681963628
552422.96521601123931.0347839887607
562120.48936655415050.51063344584947
572120.74768765269050.252312347309542
582423.06522751010890.934772489891149
592422.3027631398861.69723686011402
602518.11785348221476.88214651778526
612520.45728454052484.54271545947521
622321.49020384669191.50979615330813
632120.31378874685270.686211253147296
641621.9396096154566-5.93960961545665
651720.3708007786535-3.37080077865347
662523.9875197298491.01248027015096
672422.87197588475351.12802411524653
682320.77197275225762.22802724774238
692521.53763458863583.4623654113642
702324.2579562376797-1.25795623767966
712824.548797015073.45120298493004
722623.83867760069022.16132239930979
732221.63107232479770.368927675202336
741923.6835858176535-4.68358581765348
752623.11773838818832.88226161181175
761819.9849979203407-1.98499792034074
771819.8977080785326-1.89770807853256
782523.13492779070761.86507220929239
792725.38452942878651.61547057121345
801220.6725229882035-8.6725229882035
811522.0016627080834-7.00166270808344
822122.0941107528682-1.0941107528682
832321.96626648929621.03373351070378
842224.5488118618058-2.5488118618058
852122.1155656084172-1.1155656084172
862422.25023158729351.74976841270655
872723.9214301664583.07856983354196
882221.18983570208220.81016429791784
892823.20460549685884.79539450314121
902620.39821950695285.60178049304718
911017.7248638916655-7.72486389166552
921920.5933271493192-1.59332714931921
932222.6574076039356-0.657407603935642
942124.04989561132-3.04989561132001
952424.1868169572992-0.186816957299186
962524.44229973677080.557700263229198
972122.8141928972121-1.81419289721215
982021.270177914428-1.27017791442795
992122.7972728084555-1.79727280845551
1002422.08704367010021.91295632989978
1012324.5947032669079-1.59470326690795
1021819.3183033238726-1.31830332387258
1032422.57503836515491.42496163484508
1042421.92565975021622.0743402497838
1051919.8993146173573-0.899314617357299
1062020.8114907569164-0.81149075691637
1071822.7235420454463-4.72354204544632
1082024.0138985126706-4.01389851267061
1092725.23189952926591.76810047073409
1102321.64307971856721.35692028143279
1112626.396577640463-0.396577640463016
1122323.2580925235832-0.258092523583242
1131720.4285867711636-3.42858677116356
1142119.77717590804241.22282409195763
1152525.4505769662085-0.45057696620851
1162319.63703583357173.36296416642829
1172720.92993229923246.0700677007676
1182423.87083088265550.12916911734448
1192020.7935998833891-0.793599883389143
1202721.7593458802055.24065411979503
1212121.6167579675544-0.616757967554431
1222421.4523099214182.547690078582
1232123.5686772075697-2.56867720756973
1241516.8386069062362-1.83860690623617
1252525.3839743655117-0.38397436551166
1262522.61773143740612.38226856259394
1272223.1134271232432-1.1134271232432
1282423.35615832746330.64384167253665
1292118.52647130866232.47352869133767
1302221.47062962122270.529370378777291
1312320.81164704700372.18835295299628
1322223.2772036804049-1.27720368040494
1332022.075939933588-2.07593993358799
1342322.86541252340250.134587476597461
1352522.42719720190032.57280279809971
1362321.20432526430871.79567473569133
1372224.5622626447982-2.56226264479821
1382521.66347421218063.33652578781944
1392624.47475098209711.52524901790293
1402221.50193827325280.498061726747236
1412420.32594001137213.67405998862788
1422424.435094517859-0.435094517859034
1432523.47585831779661.52414168220339
1442022.758951505494-2.75895150549404
1452623.93161005321012.06838994678987
1462120.51083995063230.489160049367654
1472622.94630486364683.05369513635323
1482121.7885914383416-0.788591438341556
1492222.1710583060005-0.171058306000534
1501620.8513386571445-4.85133865714455
1512622.1604348488553.83956515114499
1522823.05405385305384.94594614694624
1531821.7814875492373-3.78148754923732
1542525.828643900445-0.828643900444986
1552325.2929820947832-2.29298209478322
1562122.3392716215674-1.33927162156738
1572024.4752618316096-4.47526183160959
1582521.8838972237873.11610277621298
1592224.3941423914774-2.3941423914774
1602121.4543266925918-0.454326692591813
1611619.6284969946233-3.62849699462328
1621819.483706989434-1.48370698943402


Goldfeld-Quandt test for Heteroskedasticity
p-valuesAlternative Hypothesis
breakpoint indexgreater2-sidedless
210.6737801341369070.6524397317261870.326219865863094
220.7420552815445430.5158894369109130.257944718455457
230.6189728223816070.7620543552367860.381027177618393
240.5248627920572820.9502744158854360.475137207942718
250.5657672200660750.8684655598678490.434232779933925
260.7110638157711170.5778723684577670.288936184228883
270.7325866510822760.5348266978354480.267413348917724
280.8796739649346890.2406520701306220.120326035065311
290.8937769357826140.2124461284347730.106223064217386
300.8518162161269580.2963675677460850.148183783873042
310.814796208184730.3704075836305410.185203791815271
320.7687720619073750.462455876185250.231227938092625
330.7522529412694940.4954941174610110.247747058730506
340.6959069933059270.6081860133881460.304093006694073
350.6451438146987840.7097123706024320.354856185301216
360.6084391497134310.7831217005731380.391560850286569
370.7052980418196280.5894039163607440.294701958180372
380.6902179792868140.6195640414263720.309782020713186
390.6801892662695050.639621467460990.319810733730495
400.7213026727598940.5573946544802130.278697327240106
410.6802260139121180.6395479721757630.319773986087882
420.6907648618821130.6184702762357730.309235138117887
430.6598573819994330.6802852360011350.340142618000567
440.6009201484585440.7981597030829130.399079851541456
450.5427762524619570.9144474950760850.457223747538043
460.5502195518575120.8995608962849760.449780448142488
470.5807797869580430.8384404260839140.419220213041957
480.6220958411543680.7558083176912650.377904158845632
490.5723217672305050.855356465538990.427678232769495
500.7875685151608340.4248629696783330.212431484839166
510.7523666417735360.4952667164529280.247633358226464
520.7107855062392430.5784289875215140.289214493760757
530.703331824766020.593336350467960.29666817523398
540.9806763678751760.03864726424964870.0193236321248244
550.9763635812176640.0472728375646730.0236364187823365
560.9680386019245750.06392279615084940.0319613980754247
570.9575022875291030.08499542494179440.0424977124708972
580.946932178710360.1061356425792790.0530678212896397
590.9357263571117120.1285472857765760.0642736428882881
600.973580150639790.05283969872041810.0264198493602091
610.9834877872958960.03302442540820760.0165122127041038
620.9790718840163040.04185623196739250.0209281159836962
630.9717909401204220.05641811975915680.0282090598795784
640.9881005871491630.02379882570167370.0118994128508369
650.9887573102748070.02248537945038570.0112426897251928
660.9855436073910740.02891278521785270.0144563926089263
670.9811453273289220.03770934534215590.0188546726710779
680.9769966429225380.04600671415492380.0230033570774619
690.977219721850760.04556055629848140.0227802781492407
700.972711106611840.05457778677631970.0272888933881599
710.971055174041420.05788965191715790.0289448259585789
720.9651894771930760.06962104561384710.0348105228069236
730.9574691010405050.085061797918990.042530898959495
740.9766837424092120.04663251518157570.0233162575907879
750.9747458339506360.05050833209872720.0252541660493636
760.9678207031493520.06435859370129660.0321792968506483
770.962418715990350.07516256801929850.0375812840096493
780.9553622923698370.08927541526032580.0446377076301629
790.9441499255082550.1117001489834910.0558500744917453
800.9894763835494140.02104723290117190.0105236164505859
810.9981122684022680.003775463195463890.00188773159773194
820.9973729105427450.005254178914509270.00262708945725464
830.9968948144758360.006210371048327410.0031051855241637
840.9965980744748980.0068038510502030.0034019255251015
850.995125110261970.009749779476060120.00487488973803006
860.9940122393180080.01197552136398420.00598776068199209
870.993862902152210.01227419569558010.00613709784779005
880.991799994338870.016400011322260.00820000566113
890.9933501527567860.01329969448642770.00664984724321384
900.997035789855680.005928420288640350.00296421014432018
910.9997252853920380.0005494292159240090.000274714607962004
920.9996921805865030.0006156388269932020.000307819413496601
930.9995692592628350.0008614814743298820.000430740737164941
940.999494003026930.001011993946140270.000505996973070133
950.9991882852682340.001623429463531970.000811714731765986
960.9987325551072030.002534889785593560.00126744489279678
970.998202550848860.003594898302280210.00179744915114011
980.997762789497740.004474421004520170.00223721050226008
990.996956306105390.006087387789219190.00304369389460959
1000.9964032795757090.007193440848582980.00359672042429149
1010.9952512503073180.00949749938536310.00474874969268155
1020.9950028260148370.009994347970325080.00499717398516254
1030.9929645941219040.01407081175619110.00703540587809555
1040.9904323026828570.01913539463428540.00956769731714272
1050.9901307223213360.01973855535732820.00986927767866411
1060.9868594106168960.02628117876620880.0131405893831044
1070.9881874393494380.0236251213011240.011812560650562
1080.9889858426669540.02202831466609290.0110141573330465
1090.9908952941271720.01820941174565530.00910470587282763
1100.9867563069342540.02648738613149120.0132436930657456
1110.9807199326990820.03856013460183520.0192800673009176
1120.9723447445576660.05531051088466860.0276552554423343
1130.9660282069335660.06794358613286720.0339717930664336
1140.953316386923880.09336722615223840.0466836130761192
1150.9380509145798470.1238981708403060.0619490854201528
1160.9250794060960240.1498411878079520.074920593903976
1170.9516210726512020.0967578546975960.048378927348798
1180.933155918519260.133688162961480.06684408148074
1190.9210961157548720.1578077684902560.0789038842451279
1200.9529119892777730.09417602144445330.0470880107222266
1210.935045197620490.1299096047590210.0649548023795107
1220.9133445927238540.1733108145522920.086655407276146
1230.932959806603460.1340803867930820.0670401933965408
1240.9315139660219060.1369720679561880.0684860339780941
1250.9080116334359940.1839767331280120.0919883665640059
1260.9196644268660770.1606711462678450.0803355731339227
1270.8951971677476460.2096056645047080.104802832252354
1280.867568860879890.264862278240220.13243113912011
1290.8222832503981910.3554334992036170.177716749601809
1300.7620552815432860.4758894369134290.237944718456714
1310.7000348186106640.5999303627786720.299965181389336
1320.621641927680630.756716144638740.37835807231937
1330.7297717212420960.5404565575158080.270228278757904
1340.6878244313067040.6243511373865920.312175568693296
1350.7581415066517670.4837169866964670.241858493348233
1360.6815141246140360.6369717507719290.318485875385964
1370.6692995203415680.6614009593168640.330700479658432
1380.5970743757932510.8058512484134990.402925624206749
1390.4746463883149370.9492927766298750.525353611685062
1400.403261645771510.806523291543020.59673835422849
1410.6093681046869830.7812637906260330.390631895313017


Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity
Description# significant tests% significant testsOK/NOK
1% type I error level180.148760330578512NOK
5% type I error level430.355371900826446NOK
10% type I error level600.495867768595041NOK